3 papers
q-fin.GN2022
Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation
Pierre Gosselin, Aïleen Lotz, Marc Wambst
This paper provides a general method to directly translate a classical economic framework with a large number of agents into a field-formalism model. This type of formalism allows…
q-fin.GN2019
A Statistical Field Approach to Capital Accumulation
Pierre Gosselin, Aïleen Lotz, Marc Wambst
This paper presents a model of capital accumulation for a large number of heterogenous producer-consumers in an exchange space in which interactions depend on agents' positions. Ea…
econ.GN2018
A Path Integral Approach to Business Cycle Models with Large Number of Agents
Aïleen Lotz, Pierre Gosselin, Marc Wambst
This paper presents an analytical treatment of economic systems with an arbitrary number of agents that keeps track of the systems' interactions and agents' complexity. This formal…